Finite-horizon optimal investment with transaction costs : construction of the optimal strategies
Christoph Belak, Jörn Sass
| Year of publication: |
2019
|
|---|---|
| Authors: | Belak, Christoph ; Sass, Jörn |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 861-888
|
| Subject: | Reflected diffusions | Superharmonic functions | Transaction costs | Utility maximisation | Theorie | Theory | Transaktionskosten | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-019-00404-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114661